+304.7%
IONQ vs GM
+84.0%
+220.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +4.1% |
| 7D | +7.1% | +0.4% | +6.7% | +6.7% |
| 30D | -8.9% | -1.8% | -7.1% | -7.8% |
| 3M | -35.6% | +2.6% | -38.2% | -37.3% |
| 6M | +13.3% | +14.6% | -1.3% | +1.6% |
| YTD | -9.8% | +6.2% | -16.0% | -14.8% |
| 1Y | -1.3% | +48.7% | -50.0% | -30.4% |
| 3Y | +109.3% | +168.3% | -59.1% | -9.8% |
| 5Y | +304.7% | +82.8% | +221.9% | +138.6% |
| All | +304.7% | +84.0% | +220.7% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling